+217.3%
UAL vs ET
+85.6%
+131.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.7% |
| 7D | +12.5% | -1.9% | +14.3% | +13.3% |
| 30D | +12.2% | -3.1% | +15.3% | +13.3% |
| 3M | -2.6% | -3.9% | +1.3% | -1.5% |
| 6M | +21.1% | +4.0% | +17.1% | +15.8% |
| YTD | +7.8% | +26.4% | -18.6% | -11.9% |
| 1Y | +25.4% | +24.9% | +0.5% | +3.0% |
| 3Y | +217.3% | +85.2% | +132.2% | +104.6% |
| All | +217.3% | +85.6% | +131.7% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling